-13.1%
AON vs FICO
-39.1%
+26.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +1.9% |
| 7D | -9.1% | -19.2% | +10.1% | -5.6% |
| 30D | -10.2% | -14.6% | +4.3% | -8.0% |
| 3M | +0.5% | -20.1% | +20.6% | +4.0% |
| 6M | -4.8% | -36.3% | +31.5% | +0.7% |
| YTD | -8.0% | -44.9% | +36.9% | -1.5% |
| 1Y | -13.1% | -38.6% | +25.6% | -7.8% |
| All | -13.1% | -39.1% | +26.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling